Search: yield
RBA Glossary definition for yield
yield – The expected rate of return expressed as a percentage of the net outlay or net proceeds of an investment, not of its face value.
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The Model in Detail
30 Dec 2008
RDP
2008-09
RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve 3.
https://www.rba.gov.au/publications/rdp/2008/2008-09/model-detail.html
Model Overview and Related Literature
30 Dec 2008
RDP
2008-09
RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve 2. ... de Jong (2000) implements this model on Treasury yield data from the United States.
https://www.rba.gov.au/publications/rdp/2008/2008-09/model-overview.html